Local parametric analysis of hedging in discrete time (Q1372930)
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scientific article; zbMATH DE number 1083055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local parametric analysis of hedging in discrete time |
scientific article; zbMATH DE number 1083055 |
Statements
Local parametric analysis of hedging in discrete time (English)
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26 September 2000
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derivatives analysis
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local velocity
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local parametric estimation
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Black-Scholes model
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